## moneyball

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , on January 17, 2012 by xi'an

When I received Significance today—this is the december 2011 issue,  I glimpsed it contained a coverage of the movie Moneyball my son watched a few days ago. Being completely blank about baseball (as well as cricket, but thanks to the Significance editors for their effort!),  I could not follow the argument in the movie (and in the review by Ray Stefani and Jim Albert) that made a statistician more efficient than a baseball scout, but it sounds like a very good argument for the profession! (Having Brad Pitt playing one of the statistically inclined, if not the statistician as mentioned in the review, cannot hurt with the students.)

Thankfully, there was nothing about the Russian election! And then an unexpected piece about a tunneller and the connections drilling tunnels has with statistics and Monte Carlo simulation. As it happened, the editor of Significance ran into the engineer who eventually wrote this paper in a pub in Miami Beach during JSM 11! This reminded me of a chance encounter I had with another tunnel driller in a plane to the US, who was sitting next to me and showed me a movie of his tunneller drilling under one of the major US airports. (This must have been in 2002 as I seem to remember travelling to Banff for an IMS meeting, along with Arnaud Guillin…)

In addition, I also enjoyed the simulation challenge of reproducing every bit of each of Shakespeare’s work by [virtual] monkeys typing at random. And a bit less the simulation of Chopin’s mazurkas as the notes were written in the letter code (instead of do, ré, mi, &tc.).

## JSM 2011 [reflections]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on August 5, 2011 by xi'an

The meeting is now over and I should be busy packing rather than writing this post. This has been a highly busy week, with many meetings on the side, while working at night by refraining from fighting jetlag (as usual), so I should also let things rest rather than letting a sort of post-meeting melancholia express itself… As after last year JSM… Anyway, here are some of my raw reflections on JSM 2011.

On the positive side, I attended many exciting sessions, either because they were bringing new perspectives to me—maybe the keyword I will carry back from Miami Beach is pseudo-data— or because they exhibited a comprehensive and influential perspective on a domain (I am mostly thinking of David Cox’s and IMS medallion lectures). I met new people (including the editorial board of CHANCE!) and old friends (the Bayesian mixer was too short!),  delivered the rewards for the Mitchell Prize to a great paper on galaxy formation by Ian Vernon, Michael Goldstein, and Richard Bower, had several conclusive “business” meetings (and a few disappointing ones to keep the balance right!). I even managed to stick a working session into the tight program (although I wish it had been at another time in the day as I was partly dozing away…) I also enjoyed a terrific Cuban dinner in Versailles (!) and managed to take a few satisfactory pictures of sunrise (to be imposed on the readers in the coming days, I afraid!).

On the down side, I attended too many sessions with a very small audience, although the talks deserved better. Maybe due to the humongous size of the convention center, maybe due to the lesser attendance, maybe due to the strong attraction of the nearby beaches, I generally had a feeling of being in a small meeting. As noted by Julien, having so many parallel sessions is both an organisational nightmare and an academic absurdity. Besides forcing attendees to make choices between sessions (the worst case being the Savage award delivered during my Bayesian model assessment session!), it dulls the attractiveness of the meeting and the relevance of the talks. It is certainly not going to happen, but JSM should have a stronger filter for proposed talks in order to avoid contributed sessions where the only attendees are the five speakers plus the chair! It should also do something about the last day sessions: since canceling the last day of the conference is not possible (if only because there would be another last day!), inventing an attractive programme for the last sessions would anchor more attendees till the end. A national (and international) meeting of this size is an enormously expensive monster, in terms of costs both to the universities and companies (especially in Miami Beach!), and to the environment. The RSS went the major step of canceling the yearly meeting this year and, although the size of the meeting is not the same, the statistical societies involved in JSM could maybe consider alternatives. One way could be to encourage videotransmission of talks (of course, this would not reduce the number of talks, but impact the size of the audience. I tried to give a talk at MCQMC next year this way, as flying to Sydney for three days did not sound realistic, but this proposal was not received positively!) There is no obvious solution to this issue, otherwise it would have been found, but this feeling of somehow wasting enormous amounts of money in an uncertain economy contributes to my melancholia….

On a more personal [down]side, having to watch for Emily and planning for alternative vacation plans did not help with my stress level! (At this stage the hurricane warning is off. And so are we.) The constant heat and humidity did not either, even though I knew in advance it would be a problem and decided not to whine about it (at least on this blog…)  The cost of living in Miami Beach however came as a surprise, although it may explain for the lower attendance this year. (Having rented an apartment across the street from the convention center was a partial solution to both problems, though.)

## JSM [5]

Posted in pictures, Statistics, Travel, University life with tags , , , , on August 3, 2011 by xi'an

Another early day at JSM 2011, with a series of appointments at the Loews Hotel, whose only public outcome is that the vignettes on Bayesian statistics I called for in a previous post could end up being published in Statistical Science… I still managed to go back to the conference centre (almost) in time for Chris Holmes’ talk. Although I am sure Julien will be much more detailed about this Medallion Lecture talk, let me say that this was a very enjoyable and informative talk about the research Chris has brilliantly conducted so far! I like very much the emphasis on decision-theory, subjective Bayesianism, and hidden Markov models, while the application section was definitely impressive in the scope of the problems handled and the rich outcome of Chris’ statistical analyses, especially in connection with cancer issues…

In the afternoon I attended a Bayesian non-parametric session, before joining many others for the COPSS Awards session, where the awards were given to

• COPSS:, Nilanjan Chatterjee, National Cancer Institute,
• F.N. Dawid: Marie Davidian, North Carolina State University,
• G.W. Snedecor: Nilanjan Chatterjee, National Cancer Institute,
• R.A. Fisher Lecture: Jeff Wu, Georgia Tech. University,

seeing the same person being awarded two rewards twice for the first time.

## JSM [4]

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , on August 3, 2011 by xi'an

A new day at JSM 2011, admittedly not as tense as Monday, but still full. After a long run in the early hours when I took this picture, I started the day with the Controversies in the philosophy of Bayesian statistics with Jim Berger and Andrew Gelman, Rob Kass and Cosma Shalizi being unable to make it. From my point of view it was a fun session, even though I wish I had been more incisive! But I agreed with most of Jim said, so… It is too bad we could not cover his last point about the Bayesian procedures that were not Bayesianly justified (like posterior predictives) as I was quite interested in the potential discussion in this matter (incl. the position of the room on ABC!). Anyway, I am quite thankful to Andrew for setting up this session.As Jum said, we should have those more often, especially when the attendance was large enough to fill a double room at 8:30am.

Incidentally, I managed to have a glaring typo in my slides, pointed out by Susie Bayarri: Bayes theorem was written as

$\pi(\theta) \propto \pi(\theta) f(x|\theta)$

Aie, aie, aie! Short of better scapegoats, I will blame the AF plane for this… (This was a good way to start a controversy, however no one raised to the bait!) A more serious question reminded me of the debate surrounding A Search for Certainty: It was whether frequentist and subjective Bayes approaches had more justifications than the objective Bayes approach, in the light of von Mises‘ and personalistic (read, de Finetti) interpretations of probability.

While there were many possible alternatives for the next session, I went to attend Sylvia Richardson’s Medallion Lecture. This made sense on many levels, the primary one being that Sylvia and I worked and are working on rather close topics, from mixtures of distributions, to variable selection, to ABC. So I was looking forward the global picture she would provide on those topics. I particularly enjoyed the way she linked mixtures with more general modelling structures, through extensions in the distribution of the latent variables. (This is also why I am attending Chris Holmes’ Memorial Lecture tomorrow, with the exciting title of Loss, Actions, Decisions: Bayesian Analysis in High-Throughput Genomics.)

In the afternoon, I only attended one talk by David Nott, Efficient MCMC Schemes for Computationally Expensive Posterior Distribution, which involved hybrid Monte Carlo on complex likelihoods. This was quite interesting, as hybrid Monte Carlo is indeed the solution to diminish the number of likelihood evaluations, since it moves along iso-density slices… After this, we went working on ABC model choice with Jean-Michel Marin and Natesh Pillai. Before joining the fun at the Section for Bayesian statistical mixer, where the Savage and Mitchell and student awards were presented. This was the opportunity to see friends, meet new Bayesians, and congratulate the winners, including Julien Cornebise and Robin Ryder of course.

## JSM 2011 [3]

Posted in Books, R, Statistics, Travel, University life with tags , , on August 2, 2011 by xi'an

Monday August 01 was the first full day of JSM 2011 and full is the appropriate word to describe the day! It started for me at 7am with a round table run by Marc Suchard on parallel computing (or at 3am if I am considering the time I woke up!). I was rather out of my depth there, given that my link with parallel computing is rather formal, having worked with Pierre Jacob and Murray Smith on the valid parallelisation of Metropolis-Hastings algorithms, but it was interesting to hear of the multiplicity of available solutions and the mainstream-isation of CUDA, which now includes generators for standard distributions, thanks to Marc.

My second session was Michael Jordan’s Neyman lecture, which was well-attended despite the early hour (8:30). As usual, Michael gave a very well-articulated and broad talk. While the topic was rather close to the talks he gave in Edinburgh last year, I still got a new understanding about Bayesian non-parametrics, maybe because his Neyman talk was even more encompassing than earlier. (It also made me wonder whether or not we should incorporate some of this approach in Bayesian Core, sorry Bayesian Essentials with R, presumably not because we are aiming at a lower complexity….) A provocative introductory sentence by Michael: “I do not like priors”, maybe a tribute to Neyman?!

My third session was the one I organised (with the blessing of ISBA) on Bayesian model assessment. While Feng Liang unfortunately could not make it to JSM, Andrew Gelman and Jean-Michel Marin shared the extra-time, and Merlise Clyde gave a concluding talk that also was longer than schedule. I found it was a fantastic session with a whole range of thoughtful and provocative proposals. (I have absolutely no responsibility in the above besides inviting those speakers!) Andrew drafted a very novel picture of how Bayesian model comparison could (should?) be run, getting away from the standard paraphernalia of Bayes factors, Occam’s razor, and the like. I did not agree with the whole of his proposal, especially when he considered handling several models together with “common” parameters, but this was exciting nonetheless! Jean-Michel presented a spatial mixture model where component indicators were distributed from a Potts model and the number of components was unknown. The approximation to the posterior distribution of the number of components was based on a Chibs’ approximation. This is a complex model with an interesting solution, even though I am now waiting for the ABC comparison. Merlise concluded the session with a great summary on Bayesian model assessment, differentiating M-close from M-open cases. This was very close to my perspectives on the topic, however Merlise brought the interesting new (for me!) idea that many decision-theoretic evaluations of models would favour model averaging. One additional item that linked those three talks was that they all involved simulated pseudo-data one way or another, from posterior predictive to ABC. The session was well-attended, to the point of missing seats, especially when considering it competed with many other Bayesian sessions like the Savage Award.

Then, over lunch, I had my first meeting of CHANCE editors, which was very nice and exciting, as it seems CHANCE is heading towards a new era with a broader scope and a larger range of columns. (The distinction with Significance is becoming clearer as well.) On a personal basis, I am starting my book editing right now, which means I have to produce a review for September 1. And I will certainly call on others to increase the number and to broaden the perspectives on book reviews. Offers of service are welcome!

After lunch, it was back to parallel computing, with the JCGS papers session. Radu Craiu gave a talk on his Raptor algorithm, somehow connected to his talk in Utah last winter. This was an interesting example of adaptive MCMC, maybe the only one I will attend at JSM. In a connected way, Timothy Hanson used Polya tree construct to build a better fitted proposal in an independent Metropolis-Hastings algorithm. The examples were quite convincing, with nice movies of recovering the true target, my worry being the limitation of the method when the dimension of the parameter increases (as usual with independent proposals). The final talk of the session was about the link between GPUs and population-based MCMC, again connected to a talk I heard earlier by Chris Holmes in Valencià 9 last year. The gains brought by using the GPUs are once again staggering!

And then the day at JSM ended with the IMS presidential address, delivered by David Cox, about his views on statistical analysis. It was a brilliant, deep, foundational, and terribly impressive talk. The huge room was packed and I ended up standing in the back, which in a sense was more appropriate for the occasion. In the talk,  David Cox mentioned seven kinds of Bayesians, from subjectivists to quasi-frequentists, while he only saw two kinds of frequentists, long-term validation versus calibration… Again, a very impressive talk!